+160.2%
VXUS vs DLR
+494.9%
-334.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -1.8% | -3.6% | +1.8% | -0.8% |
| 30D | -4.6% | -3.5% | -1.1% | -3.7% |
| 3M | -6.1% | -8.9% | +2.8% | -3.7% |
| 6M | -4.9% | -11.6% | +6.7% | -2.1% |
| YTD | +8.1% | +14.9% | -6.8% | +3.2% |
| 1Y | +12.1% | +6.4% | +5.7% | +9.3% |
| 3Y | +63.9% | +47.3% | +16.6% | +42.8% |
| 5Y | +43.1% | +32.8% | +10.3% | +25.8% |
| 10Y | +139.2% | +169.6% | -30.3% | +60.2% |
| All | +160.2% | +494.9% | -334.7% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling